DGEIX vs. DFCFX
Compare and contrast key facts about DFA Global Equity Portfolio Institutional Class (DGEIX) and DFA Two-Year Fixed Income Portfolio (DFCFX).
DGEIX is managed by Dimensional. It was launched on Dec 24, 2003. DFCFX is managed by Dimensional. It was launched on Jun 6, 1996.
Performance
DGEIX vs. DFCFX - Performance Comparison
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DGEIX vs. DFCFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGEIX DFA Global Equity Portfolio Institutional Class | -2.92% | 19.86% | 15.71% | 20.35% | -14.72% | 20.31% | 13.51% | 26.68% | -11.48% | 21.36% |
DFCFX DFA Two-Year Fixed Income Portfolio | 0.89% | 2.28% | 5.33% | 4.92% | -3.28% | 8.60% | 0.57% | 2.65% | 1.78% | 0.92% |
Returns By Period
In the year-to-date period, DGEIX achieves a -2.92% return, which is significantly lower than DFCFX's 0.89% return. Over the past 10 years, DGEIX has outperformed DFCFX with an annualized return of 11.09%, while DFCFX has yielded a comparatively lower 2.44% annualized return.
DGEIX
- 1D
- -0.46%
- 1M
- -8.33%
- YTD
- -2.92%
- 6M
- 0.08%
- 1Y
- 18.73%
- 3Y*
- 15.30%
- 5Y*
- 8.85%
- 10Y*
- 11.09%
DFCFX
- 1D
- 0.06%
- 1M
- 0.26%
- YTD
- 0.89%
- 6M
- 1.87%
- 1Y
- 3.08%
- 3Y*
- 4.06%
- 5Y*
- 3.68%
- 10Y*
- 2.44%
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DGEIX vs. DFCFX - Expense Ratio Comparison
DGEIX has a 0.25% expense ratio, which is higher than DFCFX's 0.21% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
DGEIX vs. DFCFX — Risk / Return Rank
DGEIX
DFCFX
DGEIX vs. DFCFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Equity Portfolio Institutional Class (DGEIX) and DFA Two-Year Fixed Income Portfolio (DFCFX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| DGEIX | DFCFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.16 | 2.59 | -1.43 |
Sortino ratioReturn per unit of downside risk | 1.69 | 2.98 | -1.29 |
Omega ratioGain probability vs. loss probability | 1.26 | 3.80 | -2.54 |
Calmar ratioReturn relative to maximum drawdown | 1.39 | 2.07 | -0.68 |
Martin ratioReturn relative to average drawdown | 6.66 | 5.56 | +1.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DGEIX | DFCFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 2.59 | -1.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.84 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.78 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 1.34 | -0.87 |
Correlation
The correlation between DGEIX and DFCFX is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
DGEIX vs. DFCFX - Dividend Comparison
DGEIX's dividend yield for the trailing twelve months is around 3.13%, more than DFCFX's 2.94% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGEIX DFA Global Equity Portfolio Institutional Class | 3.13% | 2.79% | 3.64% | 3.82% | 4.92% | 1.94% | 2.37% | 2.22% | 2.62% | 1.50% | 1.90% | 1.98% |
DFCFX DFA Two-Year Fixed Income Portfolio | 2.94% | 2.16% | 4.90% | 3.43% | 1.32% | 8.29% | 0.67% | 2.22% | 1.87% | 1.22% | 0.79% | 0.53% |
Drawdowns
DGEIX vs. DFCFX - Drawdown Comparison
The maximum DGEIX drawdown since its inception was -59.77%, which is greater than DFCFX's maximum drawdown of -4.27%. Use the drawdown chart below to compare losses from any high point for DGEIX and DFCFX.
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Drawdown Indicators
| DGEIX | DFCFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.77% | -4.27% | -55.50% |
Max Drawdown (1Y)Largest decline over 1 year | -12.05% | -1.03% | -11.02% |
Max Drawdown (5Y)Largest decline over 5 years | -25.20% | -4.27% | -20.93% |
Max Drawdown (10Y)Largest decline over 10 years | -37.00% | -4.27% | -32.73% |
Current DrawdownCurrent decline from peak | -8.85% | 0.00% | -8.85% |
Average DrawdownAverage peak-to-trough decline | -8.05% | -0.26% | -7.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 0.38% | +2.13% |
Volatility
DGEIX vs. DFCFX - Volatility Comparison
DFA Global Equity Portfolio Institutional Class (DGEIX) has a higher volatility of 4.58% compared to DFA Two-Year Fixed Income Portfolio (DFCFX) at 0.15%. This indicates that DGEIX's price experiences larger fluctuations and is considered to be riskier than DFCFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGEIX | DFCFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.58% | 0.15% | +4.43% |
Volatility (6M)Calculated over the trailing 6-month period | 8.84% | 0.43% | +8.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.42% | 1.21% | +15.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.61% | 4.39% | +11.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.84% | 3.13% | +13.71% |